Download and install the DejaVu font in Windows. Some of the other fonts in the site worked, and others didn't. PuTTY seems to be picky on what fonts it will use, and the DejaVu font is a nice looking mono-spaced font, so it is a good starting point.

(Re)run PuTTY and create a new session with the following settings

Window-Appearance-Font = DejaVu Sans Mono for Powerline

Window-Appearance-Font Quality = ClearType

Window-Translation-Character Set = UTF-8

Verify your linux locale LANG=en_US.UTF-8 (mine was out of the box)

Verify that your .vimrc has "set encoding=utf-8"

Verify your term session is capable of 256 colors (TERM=xterm-256color)